Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: isPartOf:"Applied Mathematical Finance"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
252
Optionspreistheorie
252
Theorie
247
Theory
247
Stochastic process
143
Stochastischer Prozess
143
Volatility
127
Volatilität
123
Portfolio selection
89
Portfolio-Management
89
Option trading
87
Optionsgeschäft
87
Derivat
86
Derivative
86
Hedging
58
Yield curve
55
Zinsstruktur
53
Black-Scholes model
47
Black-Scholes-Modell
46
CAPM
32
Risk
32
Börsenkurs
31
Risiko
31
Share price
31
stochastic volatility
30
Securities trading
28
Wertpapierhandel
28
Credit risk
27
Kreditrisiko
26
Markov chain
23
Markov-Kette
23
Monte Carlo simulation
23
Simulation
23
Monte-Carlo-Simulation
21
Swap
21
Estimation
19
Interest rate derivative
19
Schätzung
19
Zinsderivat
19
Market microstructure
16
more ...
less ...
Online availability
All
Undetermined
527
Free
24
Type of publication
All
Article
1,243
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
520
Aufsatz in Zeitschrift
520
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
1
Übersichtsarbeit
1
Language
All
Undetermined
728
English
522
Author
All
Siu, Tak Kuen
20
Benth, Fred Espen
19
Atkinson, Colin
16
Jaimungal, Sebastian
16
Chiarella, Carl
15
Howison, Sam
14
Avellaneda, Marco
13
Atkinson, C.
12
Cartea, Álvaro
12
Eberlein, Ernst
12
Geman, Helyette
12
Cherubini, Umberto
11
Rutkowski, Marek
11
Bermin, Hans-Peter
10
Goard, Joanna
10
Jonsson, Mattias
10
Matsumoto, Koichi
10
Satchell, Stephen
10
Zagst, Rudi
10
Elliott, Robert J.
9
Papanicolaou, George
9
Rebonato, Riccardo
9
Rathinam, Muruhan
8
Ahn, Hyungsok
7
Bouchaud, Jean-Philippe
7
Forsyth, Peter
7
Konstandatos, Otto
7
Madan, Dilip B.
7
Pacelli, Graziella
7
Platen, Eckhard
7
Schied, Alexander
7
Sircar, Kaushik Ronnie
7
Tysk, Johan
7
Webber, Nick
7
Baldeaux, Jan
6
Bayraktar, Erhan
6
Cartea, Alvaro
6
Chesney, Marc
6
Doust, Paul
6
Ericsson, Jan
6
more ...
less ...
Published in...
All
Applied mathematical finance
872
Applied Mathematical Finance
377
Applied Mathematical Finance, 2004, 11(1), 1-25
1
Source
All
ECONIS (ZBW)
525
RePEc
373
OLC EcoSci
352
Showing
1
-
10
of
1,250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust detection of lead-lag relationships in lagged multi-factor models
Zhang, Yichi
;
Cucuringu, Mihai
;
Shestopaloff, Alexander Y.
- In:
Applied mathematical finance
32
(
2025
)
2
,
pp. 91-127
Persistent link: https://www.econbiz.de/10015546800
Saved in:
2
A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
Mijatović, Aleksandar
;
Palfray, Romain
- In:
Applied mathematical finance
31
(
2024
)
2
,
pp. 57-107
Persistent link: https://www.econbiz.de/10015415705
Saved in:
3
Robust Hedging GANs : towards automated robustification of hedging strategies
Limmer, Yannick
;
Horvath, Blanka
- In:
Applied mathematical finance
31
(
2024
)
3
,
pp. 164-201
Persistent link: https://www.econbiz.de/10015415723
Saved in:
4
VolGAN: a generative model for arbitrage-free implied volatility surfaces
Vuletić, Milena
;
Cont, Rama
- In:
Applied mathematical finance
31
(
2024
)
4
,
pp. 203-238
Persistent link: https://www.econbiz.de/10015415726
Saved in:
5
Trade execution games in a Markovian environment
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
Applied mathematical finance
31
(
2024
)
4
,
pp. 239-277
Persistent link: https://www.econbiz.de/10015415729
Saved in:
6
Dynamic inventory management with mean-field competition
Donnelly, Ryan
;
Li, Zi
- In:
Applied mathematical finance
31
(
2024
)
5
,
pp. 279-311
Persistent link: https://www.econbiz.de/10015415746
Saved in:
7
Robust risk-aware option hedging
Wu, David
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10015051231
Saved in:
8
Price impact without averaging
Bellani, Claudio
;
Brigo, Damiano
;
Pakkanen, Mikko S.
; …
- In:
Applied mathematical finance
30
(
2023
)
4
,
pp. 175-206
Persistent link: https://www.econbiz.de/10015051237
Saved in:
9
Monte Carlo simulation for trading under a Lévy-driven mean-reverting framework
Leung, Tim
;
Lu, Kevin W.
- In:
Applied mathematical finance
30
(
2023
)
4
,
pp. 207-230
Persistent link: https://www.econbiz.de/10015051244
Saved in:
10
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
